-26.5%
TMUS vs GFS
+37.2%
-63.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.4% |
| 7D | +0.1% | +1.0% | -0.9% | +0.2% |
| 30D | +5.3% | -8.6% | +13.8% | +4.8% |
| 3M | +3.1% | -46.5% | +49.7% | +0.9% |
| 6M | -16.5% | -4.8% | -11.6% | -17.9% |
| YTD | -9.2% | +29.7% | -38.8% | -8.9% |
| 1Y | -26.5% | +35.8% | -62.3% | -26.7% |
| All | -26.5% | +37.2% | -63.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling